CBOE Volatility Index


Trading Metrics calculated at close of trading on 29-Oct-2020
Day Change Summary
Previous Current
28-Oct-2020 29-Oct-2020 Change Change % Previous Week
Open 34.69 38.80 4.11 11.8% 27.36
High 40.77 41.16 0.39 1.0% 30.55
Low 34.68 35.63 0.95 2.7% 27.04
Close 40.28 37.59 -2.69 -6.7% 27.55
Range 6.09 5.53 -0.56 -9.2% 3.51
ATR 2.94 3.13 0.18 6.3% 0.00
Volume
Daily Pivots for day following 29-Oct-2020
Classic Woodie Camarilla DeMark
R4 54.72 51.68 40.63
R3 49.19 46.15 39.11
R2 43.66 43.66 38.60
R1 40.62 40.62 38.10 39.38
PP 38.13 38.13 38.13 37.50
S1 35.09 35.09 37.08 33.85
S2 32.60 32.60 36.58
S3 27.07 29.56 36.07
S4 21.54 24.03 34.55
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 38.91 36.74 29.48
R3 35.40 33.23 28.52
R2 31.89 31.89 28.19
R1 29.72 29.72 27.87 30.81
PP 28.38 28.38 28.38 28.92
S1 26.21 26.21 27.23 27.30
S2 24.87 24.87 26.91
S3 21.36 22.70 26.58
S4 17.85 19.19 25.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.16 27.26 13.90 37.0% 3.88 10.3% 74% True False
10 41.16 26.19 14.97 39.8% 2.93 7.8% 76% True False
20 41.16 24.03 17.13 45.6% 2.65 7.0% 79% True False
40 41.16 24.03 17.13 45.6% 3.05 8.1% 79% True False
60 41.16 20.28 20.88 55.5% 2.86 7.6% 83% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.66
2.618 55.64
1.618 50.11
1.000 46.69
0.618 44.58
HIGH 41.16
0.618 39.05
0.500 38.40
0.382 37.74
LOW 35.63
0.618 32.21
1.000 30.10
1.618 26.68
2.618 21.15
4.250 12.13
Fisher Pivots for day following 29-Oct-2020
Pivot 1 day 3 day
R1 38.40 37.23
PP 38.13 36.87
S1 37.86 36.51

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These figures are updated between 7pm and 10pm EST after a trading day.

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